Files from USB

Hello,

I am a bit new to the macOS world. I have come across an interesting situation where if I want to open a file from a USB, I can't.

Let me give an example. Suppose I want to open a PDF file on a flashdrive/SD. My normal routine, would go to the actual file via finder and double click. This will seem that it is opening, for a second, however nothing happens. If I do the same thing but open the file on my computer's drive, it opens as expected. I just can't double click to open on the USB drive. This is not limited to the PDF files, but also includes doc files and others.

Are there permissions that need to be set to be able to simply double click it?

As an extra thought, the PDF does open if I open the PDF reader program and open it via navigating through that program to the file location on the USB. I just cant double click.

Thanks!